Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK

Hamid, R., and Wu, W. (2018). Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK. Quarterly Review of Economics and Finance doi: https://doi.org/10.1016/j.qref.2018.03.009

Abstract

More Information

Keywords: Quantile Dependence, Copula, Nonparametric Estimation, Asymmetric Dependence, 14 Economics, 15 Commerce, Management, Tourism And Services, Finance
Divisions: Schools > Business > Accounting and Finance
DOI: https://doi.org/10.1016/j.qref.2018.03.009
Date Deposited: 19 Mar 2018 11:19
Creators:
CreatorsORCID
Hamid, R
Wu, W0000-0001-7021-1776
Item Type: Article
Creators: Hamid, R and Wu, W
Depositing User: LSBU Open Access Team
Last Modified: 31 May 2018 13:22
Item ID: 2004

Download

Text
Brexit 2.pdf - Accepted Version
Restricted to Repository staff only until 18 April 2020.
Licence: Logo for Creative Commons Attribution Non-commercial No Derivatives license

Download (1MB)

Export Citation

Share

Statistics

IRStats2

Downloads
Activity Overview
1Download
40Hits

Statistics for this record are available via IRStats2